+20.0%
PFE vs TEM
+61.6%
-41.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +0.9% | +0.8% | +1.7% |
| 30D | +10.2% | +38.4% | -28.1% | +8.4% |
| 3M | +12.7% | +23.7% | -11.0% | +11.1% |
| 6M | +10.5% | +26.0% | -15.5% | +8.5% |
| YTD | +20.2% | +9.4% | +10.7% | +18.6% |
| 1Y | +24.1% | -17.3% | +41.3% | +23.8% |
| All | +20.0% | +61.6% | -41.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling